Tridiagonal test matrices for eigenvalue computations: Two-parameter extensions of the Clement matrix.
Roy OsteJoris Van der JeugtPublished in: J. Comput. Appl. Math. (2017)
Keyphrases
- perturbation theory
- covariance matrix
- correlation matrix
- singular value decomposition
- matrix multiplication
- eigenvalue problems
- positive definite
- linear algebra
- eigenvalues and eigenvectors
- covariance matrices
- singular values
- matrix representation
- symmetric matrix
- coefficient matrix
- square matrices
- positive semidefinite
- parameter values
- sparse matrix
- projection matrix
- block diagonal
- sparse matrices
- symmetric matrices
- symmetric positive definite
- measurement matrix
- data matrix
- rows and columns
- projection matrices
- linear systems
- low rank
- low rank approximation
- systems of linear equations
- test cases
- least squares